Model reduction for a class of singularly perturbed stochastic differential equations
A class of singularly perturbed stochastic differential equations (SDE) with linear drift and nonlinear diffusion terms is considered. We prove that, on a finite time interval, the trajectories of the slow variables can be well approximated by those of a system with reduced dimension as the singular...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2017
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| Online Access: | http://hdl.handle.net/1721.1/109532 https://orcid.org/0000-0003-2194-3051 https://orcid.org/0000-0001-6302-1819 https://orcid.org/0000-0001-6472-8576 |